Credit risk
The credit risk time bomb
Insurers remain very keen to both guarantee and invest in credit derivatives products, but key regulators are about to release reports indicating that risk transfer between the insurance and banking sectors might not be such a good idea.
Credit’s secrets
Hedge funds
S&P launches CDO analytical tool
Credit tech
Watching for pitfalls
Credit derivatives law
House of the year and credit derivatives house of the year
Asia Risk Awards 2002
Risk managers of the year
Asia Risk Awards 2002
SG launches Asian arbitrage CDO
New angles
Mizuho tests Japanese CDO market
New angles
Beyond the dollar
Credit-linked notes
Getting the risk right
Credit risk systems
RiskNews review
September’s leading stories from RiskNews. Breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net
A role reversal
Credit risk
Mizuho to launch ¥1.27 trillion CuBic One synthetic CLO
Mizuho Corporate Bank, a unit of Japan's Mizuho Holdings, is launching a ¥1.27 trillion ($10.4 billion) three-year synthetic balance sheet collateralised loan obligation (CLO), via special purpose vehicle CuBic One Limited. Mizuho International and…
Sweden’s credit risk maverick
“We don’t like portfolio management,” says Björn Börjesson, executive vice-president and head of the central credit department at Svenska Handelsbanken in Stockholm.
Correlation and credit risk
Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework.
Creative solutions for unique problems
Credit risk management systems are surprisingly sophisticated at many Nordic banks. Ellen Leander examines the changes being made to existing infrastructure to keep that edge.
Looking to the new horizon
Can a firm cut costs while increasing operational risk controls? This is just one of the many challenges facing the investment industry.
Keeping up with credit derivatives
Technical
Creating successful clearing solutions
Sponsor's Statement
The power of the CDS
Credit default swaps
Correlation and credit risk
Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework. An important issue is the relationship between probability of default and loss-given default. In this last of four…
